+199.9%
QCOM vs XLP
+129.4%
+70.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.8% | -8.7% | -8.9% |
| 7D | -15.5% | +3.5% | -18.9% | -17.8% |
| 30D | -13.4% | +11.6% | -25.0% | -21.0% |
| 3M | 0.0% | +7.6% | -7.6% | -6.3% |
| 6M | -15.2% | +10.0% | -25.2% | -23.3% |
| YTD | -6.9% | +19.7% | -26.7% | -22.5% |
| 1Y | -11.0% | +23.5% | -34.4% | -28.1% |
| 3Y | +39.8% | +44.0% | -4.2% | -4.8% |
| 5Y | +7.2% | +42.7% | -35.5% | -26.1% |
| All | +199.9% | +129.4% | +70.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling